| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Mar 14 at 21:11 | |
| stats | profile views | 17 |
|
Feb 23 |
revised |
Taylor series expansion (Volatility Trading book) explanation sought deleted 203 characters in body |
|
Feb 22 |
revised |
Taylor series expansion (Volatility Trading book) explanation sought deleted 15 characters in body |
|
Feb 21 |
revised |
Taylor series expansion (Volatility Trading book) explanation sought I changed small delta to capital delta as this is the more common notation and also like in the book mentioned, some minor change to subscripts in addition |
|
Jan 24 |
revised |
Robust-Bayesian optimization in Markowitz framework Added the next equation in the Golts and Jones (2009) working paper and numbering of the equations |
|
Jan 24 |
revised |
Robust-Bayesian optimization in Markowitz framework now the derivation is more precise, also improved formatting |
|
Jan 24 |
revised |
Robust-Bayesian optimization in Markowitz framework added 47 characters in body |
|
Jan 23 |
revised |
Robust-Bayesian optimization in Markowitz framework Better wording and notation |
|
Jan 23 |
revised |
Robust-Bayesian optimization in Markowitz framework added 3 characters in body |
|
Jan 23 |
revised |
Robust-Bayesian optimization in Markowitz framework Better formatting and wording |
|
Jan 23 |
revised |
Robust-Bayesian optimization in Markowitz framework Better formatting and wording |
|
Jul 5 |
revised |
How to represent constraints for optimization problems in a data model? Mentioning now also free/open source software. |
|
Jul 5 |
revised |
How to represent constraints for optimization problems in a data model? added 96 characters in body |
|
Mar 9 |
revised |
Python library for Portfolio Optimization Less offensive remark because of hyperlink restriction |